Recovering natural parameters in generated quantities block

Modeling
1

Hi,

I’m trying to use the generated quantities block to recapture original parameters from a model I fit with standardized parameters. Everything works fine when I comment out the first two lines of the generated quantities block. It’s a simple example, but I can’t seem to figure out what I’m doing wrong.

Here’s a simplified model:
data {
// Dimensions
int<lower=0> N;

  // Variables
  vector[N] fert;
  vector[N] y;
}
transformed data {
  // Define standardized variables
  vector[N] fert_std;

  // Standardize variables
  fert_std = (fert - mean(fert)) / (2*sd(fert));
}
parameters  {
  // Define standardized parameters
  real alpha_std;
  real beta_std;
  real<lower=0> sigma_std;
}
model {
  alpha_std ~ normal(0,10);
  beta_std ~ normal(0,10);
  sigma_std ~ cauchy(0,5);

  y ~ lognormal(fert_std*beta_std + alpha_std,sigma_std);
}
generated quantities {
  // Generate natural parameter
  real beta_fert;
  beta_fert = beta_std * sd(y) / sd(fert);
  
  // Predict data
  vector[N] y_tilde;
  for (n in 1:N)
    y_tilde[n] = lognormal_rng(fert_std[n]*beta_std + alpha_std,sigma_std);
}

Sample data are:
$N
19

$fert
 c(36.9, 45.6, 25.6, 6.7, 49.5, 2.3, 26.9, 43.2, 63.9, 35.9, 25.2, 62.0, 40.5, 36.6, 12.4, 19.8, 33.9, 5.2, 7.6)

$y
 c(3380.783, 1836.104, 2052.786, 1542.258, 2091.062, 1325.479, 1817.238, 1996.406, 2347.418, 4793.289, 1876.380, 1245.219, 3692.308, 1717.033, 2032.520, 2125.850, 2383.790, 1328.904, 6403.415)

Thank you!

-Steve

2

In what way do things fail?

If it’s just syntax, then change the top of the generated quantities to look like this:

  // Generate natural parameter
  real beta_fert = beta_std * sd(y) / sd(fert);
  
  // Predict data
  vector[N] y_tilde;

Variables in Stan need to be declared at the top of the blocks in which they appear (so you can’t do calculations between declarations). You can assign variables at the same time you declare them, which is why it’s still okay to have the beta_std * sd(y) / sd(fert) calculation in there.

That make sense?

3

That did the trick. Thank you!

mc_stan+da29da278a77fefdcc1b57dc60966f1f@discoursemail.com